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- {
- "summary": {
- "测试区间": "2018-01-02 to 2024-12-31",
- "初始资金": "1,000,000",
- "最终资金": "1,365,615",
- "总收益率": "36.56%",
- "年化收益率": "4.56%",
- "最大回撤": "-39.29%",
- "夏普比率": "0.08",
- "Sortino比率": "0.08"
- },
- "trading_stats": {
- "总交易次数": 20,
- "盈利次数": 9,
- "亏损次数": 11,
- "胜率": "45.00%",
- "平均盈利": "130,299.25",
- "平均亏损": "-71,685.26",
- "盈亏比": "1.49"
- },
- "regime_analysis": {
- "spring": {
- "trades": 4,
- "wins": 2,
- "total_pnl": 590856.6005531366,
- "avg_pnl": 147714.15013828414,
- "win_rate": 0.5
- },
- "summer": {
- "trades": 16,
- "wins": 7,
- "total_pnl": -206701.16416426675,
- "avg_pnl": -12918.822760266672,
- "win_rate": 0.4375
- }
- },
- "agent_contributions": {
- "breakout": 280981.5048273957
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
